At the Sound Test, use X and Y to choose between Stereo or Mono, instead of the normal selection buttons. This will cause the music to be at a different speed than usual.
With the Stage Select mode enabled, choose any stage you want. Next, pause the game. You'll notice a little X/Y location guide in a black box has appeared on screen. Just push any direction on the D-Pad to move your characters anywhere. Holding A, B, or C will move said characters faster.
After completing all special stages and getting all Chaos Rings, you will begin at the first stage, and then on they will all be wireframes. Completing the wireframe special stage gives you a big point bonus.
Choose ''Not Used'', then set the Level to 0. Press Start. This plunks you directly into the bad ending.